Discretizing Malliavin calculus (Q1639664)
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scientific article; zbMATH DE number 6887429
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Discretizing Malliavin calculus |
scientific article; zbMATH DE number 6887429 |
Statements
Discretizing Malliavin calculus (English)
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13 June 2018
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Malliavin calculus
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strong approximation
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stochastic integrals
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S-transform
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chaos decomposition
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invariance principle
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0.7718445062637329
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0.7655945420265198
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0.749078631401062
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0.725942850112915
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0.7194541096687317
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